The Walt Disney Co (DIS)
113.71
+1.72
(+1.54%)
USD |
NYSE |
Apr 23, 16:00
113.72
+0.01
(+0.01%)
After-Hours: 20:00
Walt Disney Max Drawdown (5Y): 60.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 60.72% |
| February 29, 2024 | 60.72% |
| January 31, 2024 | 60.72% |
| December 31, 2023 | 60.72% |
| November 30, 2023 | 60.72% |
| October 31, 2023 | 60.72% |
| September 30, 2023 | 60.43% |
| August 31, 2023 | 59.16% |
| July 31, 2023 | 58.31% |
| June 30, 2023 | 58.31% |
| May 31, 2023 | 58.31% |
| April 30, 2023 | 58.31% |
| March 31, 2023 | 58.31% |
| February 28, 2023 | 58.31% |
| January 31, 2023 | 58.31% |
| December 31, 2022 | 58.31% |
| November 30, 2022 | 57.04% |
| October 31, 2022 | 54.51% |
| September 30, 2022 | 54.51% |
| August 31, 2022 | 54.51% |
| July 31, 2022 | 54.51% |
| June 30, 2022 | 53.80% |
| May 31, 2022 | 49.69% |
| April 30, 2022 | 44.71% |
| March 31, 2022 | 43.10% |
| Date | Value |
|---|---|
| February 28, 2022 | 43.10% |
| January 31, 2022 | 43.10% |
| December 31, 2021 | 43.10% |
| November 30, 2021 | 43.10% |
| October 31, 2021 | 43.10% |
| September 30, 2021 | 43.10% |
| August 31, 2021 | 43.10% |
| July 31, 2021 | 43.10% |
| June 30, 2021 | 43.10% |
| May 31, 2021 | 43.10% |
| April 30, 2021 | 43.10% |
| March 31, 2021 | 43.10% |
| February 28, 2021 | 43.10% |
| January 31, 2021 | 43.10% |
| December 31, 2020 | 43.10% |
| November 30, 2020 | 43.10% |
| October 31, 2020 | 43.10% |
| September 30, 2020 | 43.10% |
| August 31, 2020 | 43.10% |
| July 31, 2020 | 43.10% |
| June 30, 2020 | 43.10% |
| May 31, 2020 | 43.10% |
| April 30, 2020 | 43.10% |
| March 31, 2020 | 43.10% |
| February 29, 2020 | 26.52% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
26.52%
Minimum
Apr 2019
60.72%
Maximum
Oct 2023
45.72%
Average
43.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Paramount Global | 88.97% |
| Fox Corp | 50.55% |
| Netflix Inc | 75.95% |
| Meta Platforms Inc | 76.74% |
| Alphabet Inc | 44.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.27 |
| Beta (5Y) | 1.421 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.14% |
| Historical Sharpe Ratio (5Y) | 0.0085 |
| Historical Sortino (5Y) | 0.0138 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.99% |